Approximating linear response by nonintrusive shadowing algorithms
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Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Derivatives of functions in infinite-dimensional spaces (46G05) Numerical optimization and variational techniques (65K10) Numerical chaos (65P20) Least squares and related methods for stochastic control systems (93E24)
Abstract: Nonintrusive shadowing algorithms efficiently compute , the difference between shadowing trajectories, then use to compute derivatives of averaged objectives of chaos with respect to parameters of the dynamical system. However, previous proofs of shadowing methods wrongly assume that shadowing trajectories are representative. In contrast, the linear response formula is proved rigorously, but is more difficult to compute. We prove that gives only a part, called the shadowing contribution, of the linear response; hence, the other part, the unstable contribution, is the systematic error of shadowing methods. For systems with a small ratio of unstable dimensions, with some further statistical assumptions, we show that the unstable contribution is small. We also briefly describe an algorithm for the unstable contribution, which is simpler to derive but less efficient than the fast linear response algorithm. Moreover, we prove the convergence of the nonintrusive shadowing algorithm, the fastest shadowing algorithm, to and to the shadowing contribution.
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Cited in
(12)- Efficient computation of linear response of chaotic attractors with one-dimensional unstable manifolds
- Rigorous justification for the space-split sensitivity algorithm to compute linear response in Anosov systems
- Fast Adjoint Algorithm for Linear Responses of Hyperbolic Chaos
- Rigorous computation of linear response for intermittent maps
- On the Application of Optimal Control Techniques to the Shadowing Approach for Time Averaged Sensitivity Analysis of Chaotic Systems
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- Backpropagation in hyperbolic chaos via adjoint shadowing
- Heterogeneity of the attractor of the Lorenz '96 model: Lyapunov analysis, unstable periodic orbits, and shadowing properties
- Equivariant divergence formula for hyperbolic chaotic flows
- Fast differentiation of hyperbolic chaos
- Ergodic and foliated kernel-differentiation method for linear responses of random systems
- An augmented shadowing algorithm for calculating the sensitivity of time-average quantities of chaotic systems
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